No disrespect to Frank Harrell, but the fact that
the Wilcoxon-Mann-Whitney test is intelligible
in terms of this probability long predates Harrell's
work. As I recall it surfaces in the literature about
1950. One reference is Z.W. Birnbaum. 1956.
On a use of the Mann-Whitney statistic,
Proc. 3rd. Berkeley Symp. Mathematical Statistics &
Probability, vol 1, which gives earlier references.
Anyway, it is far more interesting than the P-value!
Nick
[email protected]
Newson, Roger B
> Your true P-value is
>
> Prob > z = 0.0216
>
> The other probability (0.604) is not a P-value, but is the probability
> that a randomly-chosen member of Group A has a higher outcome
> value than
> a randomly-chosen member of Group B. This probability is known as
> Harrell's c-index. If you want a confidence interval for Harrell's
> c-index (or for Somers' D = 2c-1), then you can use the -somersd-
> package, downloadable from SSC using the -ssc- command in Stata. The
> -somersd- package can also estimate median differences, ratios and
> slopes.
Vanessa Mahlberg
> I?ve done a Wilcoxon test for testing the difference between
> two groups.
> Now I have a doubt about the interpretation of the result of
> this test.
> I don?t know which one is my real p-value. The one Prob > z = 0.0216
> or 0.604??? The obtained result is:
>
> .ranksum a_firmenbewertung, by (zugeh) porder
>
> Two-sample Wilcoxon rank-sum (Mann-Whitney) test
>
> zugeh obs rank sum expected
>
> Ehemalige Pr 84 7327.5 6678
> Direkteinste 74 5233.5 5883
>
> combined 158 12561 12561
>
> unadjusted variance 82362.00
> adjustment for ties -2423.03
> ----------
> adjusted variance 79938.97
>
> Ho: a_firm~g(zugeh==Ehemalige Praktikanten) =
> a_firm~g(zugeh==Direkteinsteiger)
> z = 2.297
> Prob > z = 0.0216
>
> P{a_firm~g(zugeh==Ehemalige Praktikanten) >
> a_firm~g(zugeh==Direkteinsteiger)} = 0.604
>
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